Constrained convex minimization via model-based excessive gap

Other literature type, Article English OPEN
Tran Dinh, Quoc; Cevher, Volkan;
  • Subject: constrained convex optimization | excessive gap technique | Primal-dual method
    acm: MathematicsofComputing_NUMERICALANALYSIS
    arxiv: Mathematics::Optimization and Control

We introduce a model-based excessive gap technique to analyze first-order primal- dual methods for constrained convex minimization. As a result, we construct new primal-dual methods with optimal convergence rates on the objective residual and the primal feasibility gap ... View more
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